VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 26,923
COMMITMENTS
6,099 6,615 561 18,166 17,799 24,826 24,975 2,097 1,948
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,184)
203 209 -40 144 51 307 220 -1,491 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 24.6 2.1 67.5 66.1 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 8 14 8 5 41 25
Updated April 28, 2006